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David M. Mason (University of Delaware): Self-standardized central limit theorems for trimmed subordinators

iCal fájl letöltése
Szerda, 15. Május 2019, 14:00 - 16:00
Abstract: We prove under almost no conditions that a trimmed subordinator always satisfies a self-standardized central limit theorem [CLT] at zero. Our basic tools are a classic representation for subordinators and a distributional approximation result of Zaitsev (1987). Among other results, we obtain as a by product a subordinator analog of a CLT of S. Csörgő, Horváth and Mason (1986) for intermediate trimmed sums in the domain of attraction of a stable law. We then show how our methods extend to proving similar theorems for spectrally positive Lévy processes and then to general Lévy processes.
Hely : Szeged, Aradi vértanók tere 1., Riesz terem.


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